January Return

6.15

January Year to Date Return

6.15

Net Asset Value

6.93

February Return

1.98

February Year to Date Return

8.25

February Net Asset Value

7.26

March Return

7.02

March Year to Date Return

15.85

March Net Asset Value

7.88

April Return

-0.44

April Year to Date Return

15.34

April Net Asset Value

8.99

May Return

-3.32

May Year to Date Return

11.51

May Net Asset Value

9.04

June Return

1.02

June Year to Date Return

12.65

June Net Asset Value

8.58

July Return

-0.54

July Year to Date Return

12.04

July Net Asset Value

8.11

August Return

-0.83

August Year to Date Return

11.11

August Net Asset Value

8.76

September Return

-4.36

September Year to Date Return

6.27

September Net Asset Value

8.71

October Return

-0.97

October Year to Date Return

5.24

October Net Asset Value

8.34

November Return

-1.53

November Year to Date Return

3.63

November Net Asset Value

8.27

December Return

0.94

December Year to Date Return

4.6

December Net Asset Value

7.58

Last Month Return

0.94

Year to Date Return

4.61

Net Asset Value

7.58

Last Month Return

0.94

Year to Date Return

4.61

Net Asset Value

7.58

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	YTD
2019	-2.70	1.38	-1.86	2.94	-0.37	0.98	-1.37	1.69	-3.88	-0.96	0.54	-0.62	-4.35
2020	6.15	1.98	7.02	-0.44	-3.32	1.02	-0.54	-0.83	-4.36	-0.97	-1.53	0.94	4.60

Sharpe

0

Sortino

0

Omega

0.04

Skewness

0.69

Kurtosis

0.74

Time Window Analysis

Statistic	1 Month	3 Month	6 Month	1 Year	2 Year
Best	7.02	15.85	18.50	14.45	4e-02
Worst	-4.36	-7.86	-11.26	-4.37	4e-02
Average	0.04	0.35	1.56	6.55	4e-02
Median	-0.50	-0.91	1.63	5.17	4e-02
Last	0.94	-1.58	-9.31	4.60	4e-02
Winning (%)	45.83	40.91	57.89	92.31	1e+02
Avg. Pos. Period	2.46	6.07	7.24	7.46	4e-02
Avg. Neg. Period	-2.00	-3.62	-6.23	-4.37	NA
# Of Periods	24.00	22.00	19.00	13.00	1e+00

Risk Statistics

Statistic	Value
Annualized Std.Deviation	9.89
Maximum Drawdown	12.63
Month to Recover	9.00
Worst Month	-4.36
Losing Months (%)	54.17
Average Losing Month	-2.00
Loss Deviation	1.36
Correlation vs MSCI World TR	-0.45
Correlation vs Bloomberg Agri	-0.54

Return Statistics

Statistic	Value
Last Month	0.94
Year To Date	4.60
3 Month ROR	-1.58
12 Month ROR	4.60
36 Month ROR	NA
Total Return	0.04
Compound ROR	0.02
Best Month	7.02
Winning Months (%)	45.83

Drawdown Report

Number	Depth (%)	Length (Months)	Recovery (Months)	Start	End
1	-12.63	9	NA	2020-05-31	NA
2	-4.89	5	1	2019-09-30	2020-01-31
3	-3.19	6	3	2019-01-31	2019-06-30
4	-1.37	2	1	2019-07-30	2019-08-30

Best Draw

5.16

Worst Draw

18.99

Average Draw

10.33